Estimation of the stochastic conditional duration model via alternative methods

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: John Knight | Cathy Q. Ning

Distribution-free specification tests for dynamic linear models

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Miguel A. Delgado | Javier Hidalgo | Carlos Velasco

JOURNAL ISSUE published December 2003 in Econometrics Journal

JOURNAL ISSUE published November 2008 in Econometrics Journal

Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: Francesco Bravo

Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Teruko Takada

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Badi H. Baltagi | Chihwa Kao | Long Liu

Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: P. Čížek | W. Härdle | V. Spokoiny

JOURNAL ISSUE published July 2009 in Econometrics Journal

Seasonal unit root tests and the role of initial conditions

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: David I. Harvey | Stephen J. Leybourne | A. M. Robert Taylor

Using semi-parametric methods in an analysis of earnings mobility

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Shawn W. Ulrick

Two-step series estimation of sample selection models

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Whitney K. Newey

JOURNAL ISSUE published July 2010 in Econometrics Journal

JOURNAL ISSUE published March 2009 in Econometrics Journal

Heterogeneity, state dependence and health

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Timothy J. Halliday

Goodness-of-fit tests for functional data

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Federico A. Bugni | Peter Hall | Joel L. Horowitz | George R. Neumann

JOURNAL ISSUE published June 2001 in Econometrics Journal

Assessing the magnitude of the concentration parameter in a simultaneous equations model

JOURNAL ARTICLE published March 2009 in Econometrics Journal

Authors: D. S. Poskitt | C. L. Skeels

JOURNAL ISSUE published February 2010 in Econometrics Journal

A radial basis function artificial neural network test for neglected nonlinearity

JOURNAL ARTICLE published December 2003 in Econometrics Journal

Authors: Andrew P. Blake | George Kapetanios